Problem with downloaded Exit levels.

I got the levels from the official site, but what am supposed to do with them?

I unzipped them, put them into the PSP/SAVEDATA folder and the computer can read them on the "saved data utility" (ie it shows them with the Exitpicture and has the level names and all that), but how do i play them?

I've tried going into "Network" and then "Play" on the main menu of the game, but it keeps saying there's no data to load.

What else am I supposed to do? (i have yet to clear the game, and i downloaded the files through my PC and transferred to my psp using a usb cable if that makes any difference)